Vix Brain Fart Question

Discussion in 'Index Futures' started by dcwriter2, Jun 12, 2019 at 12:27 PM.

  1. Ok, contango going on, short time to expiration. Do I short M1 and long M2 or vice versa? Didnt want to bother and embarass myself by tweeting Vance.
     
  2. FSU

    FSU

    I don't think there is an easy answer. If you think the market will be relatively quiet in the short term, buy M2 sell M1. If you think there will be an increase in movement/vol in the short term, do the opposite.